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E39 (1997 - 2003) The BMW 5-Series (E39 chassis) was introduced in the United States as a 1997 model year car and lasted until the 2004 when the E60 chassis was released. The United States saw several variations including the 525i, 528i, 530i and 540i. -- View the E39 Wiki

I did search but somehow I couldn't find.
Mostly posting were wrap rotors but my case is little different.

I have 525 sports and Rotor and brake pads are kind of new(less than 1 year)
However, I bought this car about 5 month ago and when I brake from 60, 50m/h, front wheel is shaking. when I drive down(down hill) it shake more than climb up. And some time, it doesn't shake at all.

I did wheel balance and wheel alignment and rotor and pads are kind new(I could tell by it's color and it looks still factory gray paint on)

EAC has taken OEM arms (Lemforder or TRW), removed the weak bushings, and installed HD bushings. If your car has the dreaded front end shimmy, replace your control arm (thrust arm, tension strut) with these. The OEM bushings are fluid filled that loose their fluid easily leading to premature failure and front end vibrations. These non-fluid filled bushings rid your car of the shimmy while lasting much longer.

And all control arms and bushing are tight and stiff.(I try to shake and move but they seems very tight)

if it shakes while braking it is either the discs(which you have replaced) or the thrust arm bushings.these bushings need to be visually checked.you can't see them in situ coz it is covered by the plastic protection cover.

when i i checked mine they were tight as well until i did a visual and later confirmed upon removal,they were torn....not to bits but they were torn.....

I replace all brake disc to OEM new one.(and yes, I replaced pads as well)
And all control arms and bushing are tight and stiff.(I try to shake and move but they seems very tight)

However, I still have a front wheel shaking sometime when I brake. No shaking on low speed.
Like 50 ~ 60m/h and apply brake, it shake little bit.

Wheels? and tires? it has been balanced and did alignment.
ABS unit? it has been replaced by ABS unit fail.

Does anyone have an idea?

Thanks

Edjack gave you the the best advice in the 2nd post. Renew the thrust arm bushings.

I know it seems counter to normal experience that suspension bushings would cause a shake under braking ... but that's the way it is with E39s. The E39 multilink front suspension is not a common configuration, so the common wisdoms don't work. This isn't to say that every brake shake is caused by the bushings. But for these specific symptoms the answer is virtually always the infamous thrust link bushing. This cause and effect has been confirmed time after time as described in the links that Bluebee gave you.

There is no test method to check the bushings, unless you get lucky and are able to see leaking fluid. Rather, one knows that the thrust link bushings are shot when the symptoms you described are present. BMW's TIS lists these bushings as a cause & also says that there is no check available.

FWIW, I am speaking with the voice of experience. I had the symptoms, checked my brakes again although they had less than 500 miles when I bought the car, checked the bushings visually and by push - pull, etc., etc. Everything was good ... except the driving results. I finally renewed the bushings and the shake disappeared.

You cant replace the bushing without removing the whole arm. Besides, new arms come with new ball joints too. Its not a hard job. I replaced both arms each side (4 total) in about 30-45mins on a lift. You just need to loosen the bolt that holds the strut in place and slide it up a little. It adds about 2 mins to the job.

As said dropping it down the strut isn't hard, one bolt to loosen and then slide it down. If you need a bit more clearance you can disconnect the anti-roll (sway-bar) links which allows the hub to drop further.

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An e39 is like a beautiful wife, needs constant attention, lots of money, lets you down at the worse times but you’d never be without it.